The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps
Збережено в:
Дата: | 2012 |
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Автори: | , |
Формат: | Стаття |
Мова: | English |
Опубліковано: |
2012
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Назва видання: | Theory of Stochastic Processes |
Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0000728788 |
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Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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open-sciencenbuvgovua-934402024-04-17T16:58:37Z The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps D. Gusak Ie. Karnaukh 0321-3900 2012 en Theory of Stochastic Processes http://jnas.nbuv.gov.ua/article/UJRN-0000728788 Article |
institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
collection |
Open-Science |
language |
English |
series |
Theory of Stochastic Processes |
spellingShingle |
Theory of Stochastic Processes D. Gusak Ie. Karnaukh The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
format |
Article |
author |
D. Gusak Ie. Karnaukh |
author_facet |
D. Gusak Ie. Karnaukh |
author_sort |
D. Gusak |
title |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
title_short |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
title_full |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
title_fullStr |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
title_full_unstemmed |
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps |
title_sort |
unified form of pollaczek-khinchine formula for levy processes with matrix-exponential negative jumps |
publishDate |
2012 |
url |
http://jnas.nbuv.gov.ua/article/UJRN-0000728788 |
work_keys_str_mv |
AT dgusak theunifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps AT iekarnaukh theunifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps AT dgusak unifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps AT iekarnaukh unifiedformofpollaczekkhinchineformulaforlevyprocesseswithmatrixexponentialnegativejumps |
first_indexed |
2024-04-18T05:13:38Z |
last_indexed |
2024-04-18T05:13:38Z |
_version_ |
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